Derivatives and Complex Securities

BVA professionals have deep expertise evaluating, understanding, and modeling valuations for securities along a full capital spectrum from senior debt securities, to junior and mezzanine debt investments, to preferred and common equity, to management incentive options and lender warrants.

BVA professionals also have extensive experience with the modeling tools and valuation methodologies used to determine the values of complex securities. Examples include layered option pricing techniques using closed-form solutions such as the Black-Scholes option pricing model, and sophisticated techniques relying on lattice models and Monte Carlo simulations.

Whether the valuation of these securities is required as part of an annual audit or for tax reporting purposes, BVA’s industry-leading expertise and experience in analyzing complex securities will provide you with a defensible valuation that will stand up to scrutiny when reviewed by your auditor or the IRS.